To "override" those Windows permissions issues, you can use the Ubuntu 9.10 LiveCD. From there you can do whatever you want to any file, without Windows annoying you. Once done, you can boot again into Windows, but this time with modified files running.
Remember to make a backup of the original files ('hal.dll', 'ntoskrnl.exe' and 'winload.exe') first!!
And be sure that under 'bcdedit.exe' you have the lines that say "nointegritychecks -> Yes" and "testsigning -> No". You can do this manually by, at cmd, typing "bcdedit /set {current} nointegritychecks 1" and "call bcdedit.exe /set TESTSIGNING OFF". Once done, run bcdedit.exe at cmd to check if these two lines were succesfully included.
I did it this way: First I included manually those two lines into my bcdedit. Then I made a backup of the 3 original files. Then I copied modified files with the same name as the original ones, so now I had 6 files (3 redundant): 'hal.dll', 'halsli.dll', 'ntoskrnl.exe', 'ntosknrp.exe', 'winload.exe' and 'osloadw7.exe', being the same 2 by 2. Then I used Ubuntu 9.10 LiveCD to copy these 6 files into my Windows\system32 folder (overwriting when asked).
And finally rebooted again into Windows and it booted correctly, without any single issue, and of course, with SLI available at last. Worked great on a P5K (P35 chipset) and 2x8800GT, under Windows 7 x64 and Vista x64, no problem at all, and SLI working great with 195.62 drivers (about +50% in performance gain @ 3DMark Vantage).